+167.6%
AMAT vs AEIS
+150.6%
+17.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.6% | +2.7% |
| 7D | +7.0% | +9.5% | -2.5% | +0.3% |
| 30D | -20.6% | -17.5% | -3.1% | -9.0% |
| 3M | -24.8% | -29.3% | +4.5% | -4.3% |
| 6M | -10.7% | -34.7% | +24.0% | +19.6% |
| YTD | +54.3% | +10.7% | +43.6% | +33.8% |
| 1Y | +73.7% | +7.4% | +66.3% | +53.9% |
| 3Y | +168.4% | +161.1% | +7.3% | +7.6% |
| 5Y | +167.6% | +150.7% | +16.8% | +7.6% |
| All | +167.6% | +150.6% | +17.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling